Large-Sample Statistics Based on Quadratic Dispersion

DOI10.2307/1403349zbMATH Open0707.62064OpenAlexW2318297629MaRDI QIDQ3489084FDOQ3489084

Authors Hira L. Koul, I. V. Basawa 

Publication date 1988

Published in International Statistical Review / Revue Internationale de Statistique (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1403349

zbMATH Keywords

asymptotic inferencequadratic approximationgeneral estimating equationsminimum dispersion estimators and tests

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic properties of parametric tests (62F05)

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Cited in

(19)

• Martingale Estimating Functions for Stochastic Processes: A Review Toward a Unifying Tool
• Median regression from twice censored data
• Regression on quantile residual life
• General \(M\)-estimation
• Inverse censoring weighted median regression
• Censored median regression and profile empirical likelihood
• Median regression analysis from data with left and right censored observations
• Estimation of the simultaneous confidence regions for the ratios of quantile residual lifetimes
• Median Regression with Censored Cost Data
• Asymptotic optimal inference for a class of nonlinear time series models
• Large sample inference for conditional exponential families with applications to nonlinear time series
• Nonparametric inference on quantile lost lifespan
• Empirical likelihood inference for the accelerated failure time model
• Quadratic distances on probabilities: A unified foundation
• k-statistics and dispersion effects in regression
• A series of two-sample non-parametric tests for quantile residual life time
• Median tests for censored survival data; a contingency table approach
• Nonparametric inference for median costs with censored data
• Asymptotically uniformly most powerful tests in parametric and semiparametric models

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